+378.4%
SLB vs CARR
+441.9%
-63.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +0.8% | +1.6% | -0.7% | +0.3% |
| 30D | +15.8% | -8.7% | +24.6% | +19.5% |
| 3M | -0.3% | -12.6% | +12.2% | +3.8% |
| 6M | +21.3% | -1.5% | +22.9% | +19.8% |
| YTD | +52.3% | +14.3% | +38.0% | +41.9% |
| 1Y | +63.6% | -4.6% | +68.2% | +62.5% |
| 3Y | +3.8% | +7.3% | -3.6% | -3.0% |
| 5Y | +128.6% | +11.6% | +117.0% | +105.7% |
| All | +378.4% | +441.9% | -63.5% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling